2 x Quantitative Analyst – Model Validation – Investment Bank recruitment
The team independently develop re-implement front office pricing models and evaluate the models used across the group, often using Monte Carlo simulations.
You should have strong experience within equity derivatives or Fixed Income pricing and hedging models, C++ Matlab programming for model implementation, knowledge of Derivative/Exotics and come from either Model Validation, Model Risk or Front-Office background.
Experience of challenging traders' valuations and models and independently developing alternatives, as opposed to just re-implementing the front office models.
The client can offer the right candidate a broad and high profile position where you can lead projects and small teams and face off to the business, risk management etc…
PhD/DEA/MSc required, along with C++ experience
Contact I.T.S City
ITS City specialises in hiring Quantitative Analysts across all Asset Classes for front office modelling and model validation. If you want to discuss career options, market trends or just benchmark your salary against the market, please contact us.
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 283 4095